@article{robustdistortionriskmeasureswithlinear,
  title = {Robust distortion risk measures with linear penalty under distribution uncertainty},
  author = {Yuxin Du and Dejian Tian and HUI ZHANG},
  year = {2025},
  eprint = {2503.15824},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2503.15824v1},
}